Martial arts are taught in one of two ways: Kata (form) and Randori (free-sparring).

Kata is important for learning techniques and perfecting them. Randori is important for developing the ability to execute the techniques on a fully resisting opponent.

To simplify somewhat grossly, Judo emphasizes throws and pins more while BJJ emphasizes ground positions and submissions. Either would make an excellent self-defense martial art (provided that the Judo school is a self-defense oriented one rather than an Olympic competition style one).

Systems like Aikido can be useful particularly for attribute developments, but their effectiveness is, in general, limited by the fact that they are trained in Kata form only.

My two bits.

Skorzeny

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For to win one hundred victories in one hundred battles is not the acme of skill. To subdue the enemy without fighting is the supreme excellence. Sun Tzu